34 citations · 129 across the 45 of their papers we have counts for
5 papers · 1 filter
Risk Dynamics in Trade Networks
Rafael M. Frongillo, Mark D. Reid
We introduce a new framework to model interactions among agents which seek to trade to minimize their risk with respect to some future outcome. We quantify this risk using the conc…
Elicitation for Aggregation
Rafael M. Frongillo, Yiling Chen, Ian A. Kash
We study the problem of eliciting and aggregating probabilistic information from multiple agents. In order to successfully aggregate the predictions of agents, the principal needs…
Market Making with Decreasing Utility for Information
Miroslav Dudík, Rafael Frongillo, Jennifer Wortman Vaughan
We study information elicitation in cost-function-based combinatorial prediction markets when the market maker's utility for information decreases over time. In the sudden revelati…
Generalized Mixability via Entropic Duality
Mark D. Reid, Rafael M. Frongillo, Robert C. Williamson +1
Mixability is a property of a loss which characterizes when fast convergence is possible in the game of prediction with expert advice. We show that a key property of mixability gen…
Generalised Mixability, Constant Regret, and Bayesian Updating
Mark D. Reid, Rafael M. Frongillo, Robert C. Williamson
Mixability of a loss is known to characterise when constant regret bounds are achievable in games of prediction with expert advice through the use of Vovk's aggregating algorithm.…